Testing, Monitoring, and Dating Structural Changes in Maximum Likelihood Models

Achim Zeileis, Ajay Shah, Ila Patnaik

Publikation: Working/Discussion PaperWU Working Paper

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Abstract

A unified toolbox for testing, monitoring, and dating structural changes is provided for likelihood-based regression models. In particular, least-squares methods for dating breakpoints are extended to maximum likelihood estimation. The usefulness of all techniques is illustrated by assessing the stability of de facto exchange rate regimes. The toolbox is used for investigating the Chinese exchange rate regime after China gave up on a fixed exchange rate to the US dollar in 2005 and tracking the evolution of the Indian exchange rate regime since 1993.
OriginalspracheEnglisch
ErscheinungsortWien
DOIs
PublikationsstatusVeröffentlicht - 1 Sept. 2008

Publikationsreihe

ReiheResearch Report Series / Department of Statistics and Mathematics
Nummer70

WU Working Paper Reihe

  • Research Report Series / Department of Statistics and Mathematics

Zitat